If I read
nLab correctly, and there is no better online source I am aware of when it comes to homological algebra then there is no distinction between covariant or contravariant functors in the definition of a natural transformation between categories, i.e. it is valid in both cases.
Assume we would have two different functors ##\tau,\dagger \, : \,\text{Vec}\longrightarrow \text{Vec}^*.## A transformation ##\alpha \, : \, \tau \longmapsto \dagger ## is natural if it is compatible with the morphisms: Say ##\varphi : V^\tau \longrightarrow W^\tau ## and ##\psi : V^\dagger \longrightarrow W^\dagger ## then we demand that
$$
\alpha (W)\circ \varphi^\tau = (V^\tau\stackrel{\varphi^\tau}{\longrightarrow }W^\tau \stackrel{\alpha }{\longrightarrow } W^\dagger) =(V^\tau\stackrel{\alpha }{\longrightarrow }V^\dagger \stackrel{\psi^\dagger}{\longrightarrow }W^\dagger)= \psi^\dagger \circ \alpha (V)
$$